Divergence and Curl of a Vector Field
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The Divergence As the Rate of Change in Area Or Volume
The divergence as the rate of change in area or volume Here we give a very brief sketch of the following fact, which should be familiar to you from multivariable calculus: If a region D of the plane moves with velocity given by the vector field V (x; y) = (f(x; y); g(x; y)); then the instantaneous rate of change in the area of D is the double integral of the divergence of V over D: ZZ ZZ rate of change in area = r · V dA = fx + gy dA: D D (An analogous result is true in three dimensions, with volume replacing area.) To see why this should be so, imagine that we have cut D up into a lot of little pieces Pi, each of which is rectangular with width Wi and height Hi, so that the area of Pi is Ai ≡ HiWi. If we follow the vector field for a short time ∆t, each piece Pi should be “roughly rectangular”. Its width would be changed by the the amount of horizontal stretching that is induced by the vector field, which is difference in the horizontal displacements of its two sides. Thisin turn is approximated by the product of three terms: the rate of change in the horizontal @f component of velocity per unit of displacement ( @x ), the horizontal distance across the box (Wi), and the time step ∆t. Thus ! @f ∆W ≈ W ∆t: i @x i See the figure below; the partial derivative measures how quickly f changes as you move horizontally, and Wi is the horizontal distance across along Pi, so the product fxWi measures the difference in the horizontal components of V at the two ends of Wi. -
A Brief Tour of Vector Calculus
A BRIEF TOUR OF VECTOR CALCULUS A. HAVENS Contents 0 Prelude ii 1 Directional Derivatives, the Gradient and the Del Operator 1 1.1 Conceptual Review: Directional Derivatives and the Gradient........... 1 1.2 The Gradient as a Vector Field............................ 5 1.3 The Gradient Flow and Critical Points ....................... 10 1.4 The Del Operator and the Gradient in Other Coordinates*............ 17 1.5 Problems........................................ 21 2 Vector Fields in Low Dimensions 26 2 3 2.1 General Vector Fields in Domains of R and R . 26 2.2 Flows and Integral Curves .............................. 31 2.3 Conservative Vector Fields and Potentials...................... 32 2.4 Vector Fields from Frames*.............................. 37 2.5 Divergence, Curl, Jacobians, and the Laplacian................... 41 2.6 Parametrized Surfaces and Coordinate Vector Fields*............... 48 2.7 Tangent Vectors, Normal Vectors, and Orientations*................ 52 2.8 Problems........................................ 58 3 Line Integrals 66 3.1 Defining Scalar Line Integrals............................. 66 3.2 Line Integrals in Vector Fields ............................ 75 3.3 Work in a Force Field................................. 78 3.4 The Fundamental Theorem of Line Integrals .................... 79 3.5 Motion in Conservative Force Fields Conserves Energy .............. 81 3.6 Path Independence and Corollaries of the Fundamental Theorem......... 82 3.7 Green's Theorem.................................... 84 3.8 Problems........................................ 89 4 Surface Integrals, Flux, and Fundamental Theorems 93 4.1 Surface Integrals of Scalar Fields........................... 93 4.2 Flux........................................... 96 4.3 The Gradient, Divergence, and Curl Operators Via Limits* . 103 4.4 The Stokes-Kelvin Theorem..............................108 4.5 The Divergence Theorem ...............................112 4.6 Problems........................................114 List of Figures 117 i 11/14/19 Multivariate Calculus: Vector Calculus Havens 0. -
Multivariable Calculus Workbook Developed By: Jerry Morris, Sonoma State University
Multivariable Calculus Workbook Developed by: Jerry Morris, Sonoma State University A Companion to Multivariable Calculus McCallum, Hughes-Hallett, et. al. c Wiley, 2007 Note to Students: (Please Read) This workbook contains examples and exercises that will be referred to regularly during class. Please purchase or print out the rest of the workbook before our next class and bring it to class with you every day. 1. To Purchase the Workbook. Go to the Sonoma State University campus bookstore, where the workbook is available for purchase. The copying charge will probably be between $10.00 and $20.00. 2. To Print Out the Workbook. Go to the Canvas page for our course and click on the link \Math 261 Workbook", which will open the file containing the workbook as a .pdf file. BE FOREWARNED THAT THERE ARE LOTS OF PICTURES AND MATH FONTS IN THE WORKBOOK, SO SOME PRINTERS MAY NOT ACCURATELY PRINT PORTIONS OF THE WORKBOOK. If you do choose to try to print it, please leave yourself enough time to purchase the workbook before our next class in case your printing attempt is unsuccessful. 2 Sonoma State University Table of Contents Course Introduction and Expectations .............................................................3 Preliminary Review Problems ........................................................................4 Chapter 12 { Functions of Several Variables Section 12.1-12.3 { Functions, Graphs, and Contours . 5 Section 12.4 { Linear Functions (Planes) . 11 Section 12.5 { Functions of Three Variables . 14 Chapter 13 { Vectors Section 13.1 & 13.2 { Vectors . 18 Section 13.3 & 13.4 { Dot and Cross Products . 21 Chapter 14 { Derivatives of Multivariable Functions Section 14.1 & 14.2 { Partial Derivatives . -
Curl, Divergence and Laplacian
Curl, Divergence and Laplacian What to know: 1. The definition of curl and it two properties, that is, theorem 1, and be able to predict qualitatively how the curl of a vector field behaves from a picture. 2. The definition of divergence and it two properties, that is, if div F~ 6= 0 then F~ can't be written as the curl of another field, and be able to tell a vector field of clearly nonzero,positive or negative divergence from the picture. 3. Know the definition of the Laplace operator 4. Know what kind of objects those operator take as input and what they give as output. The curl operator Let's look at two plots of vector fields: Figure 1: The vector field Figure 2: The vector field h−y; x; 0i: h1; 1; 0i We can observe that the second one looks like it is rotating around the z axis. We'd like to be able to predict this kind of behavior without having to look at a picture. We also promised to find a criterion that checks whether a vector field is conservative in R3. Both of those goals are accomplished using a tool called the curl operator, even though neither of those two properties is exactly obvious from the definition we'll give. Definition 1. Let F~ = hP; Q; Ri be a vector field in R3, where P , Q and R are continuously differentiable. We define the curl operator: @R @Q @P @R @Q @P curl F~ = − ~i + − ~j + − ~k: (1) @y @z @z @x @x @y Remarks: 1. -
Multivariable and Vector Calculus
Multivariable and Vector Calculus Lecture Notes for MATH 0200 (Spring 2015) Frederick Tsz-Ho Fong Department of Mathematics Brown University Contents 1 Three-Dimensional Space ....................................5 1.1 Rectangular Coordinates in R3 5 1.2 Dot Product7 1.3 Cross Product9 1.4 Lines and Planes 11 1.5 Parametric Curves 13 2 Partial Differentiations ....................................... 19 2.1 Functions of Several Variables 19 2.2 Partial Derivatives 22 2.3 Chain Rule 26 2.4 Directional Derivatives 30 2.5 Tangent Planes 34 2.6 Local Extrema 36 2.7 Lagrange’s Multiplier 41 2.8 Optimizations 46 3 Multiple Integrations ........................................ 49 3.1 Double Integrals in Rectangular Coordinates 49 3.2 Fubini’s Theorem for General Regions 53 3.3 Double Integrals in Polar Coordinates 57 3.4 Triple Integrals in Rectangular Coordinates 62 3.5 Triple Integrals in Cylindrical Coordinates 67 3.6 Triple Integrals in Spherical Coordinates 70 4 Vector Calculus ............................................ 75 4.1 Vector Fields on R2 and R3 75 4.2 Line Integrals of Vector Fields 83 4.3 Conservative Vector Fields 88 4.4 Green’s Theorem 98 4.5 Parametric Surfaces 105 4.6 Stokes’ Theorem 120 4.7 Divergence Theorem 127 5 Topics in Physics and Engineering .......................... 133 5.1 Coulomb’s Law 133 5.2 Introduction to Maxwell’s Equations 137 5.3 Heat Diffusion 141 5.4 Dirac Delta Functions 144 1 — Three-Dimensional Space 1.1 Rectangular Coordinates in R3 Throughout the course, we will use an ordered triple (x, y, z) to represent a point in the three dimensional space. -
Calculus Terminology
AP Calculus BC Calculus Terminology Absolute Convergence Asymptote Continued Sum Absolute Maximum Average Rate of Change Continuous Function Absolute Minimum Average Value of a Function Continuously Differentiable Function Absolutely Convergent Axis of Rotation Converge Acceleration Boundary Value Problem Converge Absolutely Alternating Series Bounded Function Converge Conditionally Alternating Series Remainder Bounded Sequence Convergence Tests Alternating Series Test Bounds of Integration Convergent Sequence Analytic Methods Calculus Convergent Series Annulus Cartesian Form Critical Number Antiderivative of a Function Cavalieri’s Principle Critical Point Approximation by Differentials Center of Mass Formula Critical Value Arc Length of a Curve Centroid Curly d Area below a Curve Chain Rule Curve Area between Curves Comparison Test Curve Sketching Area of an Ellipse Concave Cusp Area of a Parabolic Segment Concave Down Cylindrical Shell Method Area under a Curve Concave Up Decreasing Function Area Using Parametric Equations Conditional Convergence Definite Integral Area Using Polar Coordinates Constant Term Definite Integral Rules Degenerate Divergent Series Function Operations Del Operator e Fundamental Theorem of Calculus Deleted Neighborhood Ellipsoid GLB Derivative End Behavior Global Maximum Derivative of a Power Series Essential Discontinuity Global Minimum Derivative Rules Explicit Differentiation Golden Spiral Difference Quotient Explicit Function Graphic Methods Differentiable Exponential Decay Greatest Lower Bound Differential -
CHAPTER 1 VECTOR ANALYSIS ̂ ̂ Distribution Rule Vector Components
8/29/2016 CHAPTER 1 1. VECTOR ALGEBRA VECTOR ANALYSIS Addition of two vectors 8/24/16 Communicative Chap. 1 Vector Analysis 1 Vector Chap. Associative Definition Multiplication by a scalar Distribution Dot product of two vectors Lee Chow · , & Department of Physics · ·· University of Central Florida ·· 2 Orlando, FL 32816 • Cross-product of two vectors Cross-product follows distributive rule but not the commutative rule. 8/24/16 8/24/16 where , Chap. 1 Vector Analysis 1 Vector Chap. Analysis 1 Vector Chap. In a strict sense, if and are vectors, the cross product of two vectors is a pseudo-vector. Distribution rule A vector is defined as a mathematical quantity But which transform like a position vector: so ̂ ̂ 3 4 Vector components Even though vector operations is independent of the choice of coordinate system, it is often easier 8/24/16 8/24/16 · to set up Cartesian coordinates and work with Analysis 1 Vector Chap. Analysis 1 Vector Chap. the components of a vector. where , , and are unit vectors which are perpendicular to each other. , , and are components of in the x-, y- and z- direction. 5 6 1 8/29/2016 Vector triple products · · · · · 8/24/16 8/24/16 · ( · Chap. 1 Vector Analysis 1 Vector Chap. Analysis 1 Vector Chap. · · · All these vector products can be verified using the vector component method. It is usually a tedious process, but not a difficult process. = - 7 8 Position, displacement, and separation vectors Infinitesimal displacement vector is given by The location of a point (x, y, z) in Cartesian coordinate ℓ as shown below can be defined as a vector from (0,0,0) 8/24/16 In general, when a charge is not at the origin, say at 8/24/16 to (x, y, z) is given by (x’, y’, z’), to find the field produced by this Chap. -
The Divergence of a Vector Field.Doc 1/8
9/16/2005 The Divergence of a Vector Field.doc 1/8 The Divergence of a Vector Field The mathematical definition of divergence is: w∫∫ A(r )⋅ds ∇⋅A()rlim = S ∆→v 0 ∆v where the surface S is a closed surface that completely surrounds a very small volume ∆v at point r , and where ds points outward from the closed surface. From the definition of surface integral, we see that divergence basically indicates the amount of vector field A ()r that is converging to, or diverging from, a given point. For example, consider these vector fields in the region of a specific point: ∆ v ∆v ∇⋅A ()r0 < ∇ ⋅>A (r0) Jim Stiles The Univ. of Kansas Dept. of EECS 9/16/2005 The Divergence of a Vector Field.doc 2/8 The field on the left is converging to a point, and therefore the divergence of the vector field at that point is negative. Conversely, the vector field on the right is diverging from a point. As a result, the divergence of the vector field at that point is greater than zero. Consider some other vector fields in the region of a specific point: ∇⋅A ()r0 = ∇ ⋅=A (r0) For each of these vector fields, the surface integral is zero. Over some portions of the surface, the normal component is positive, whereas on other portions, the normal component is negative. However, integration over the entire surface is equal to zero—the divergence of the vector field at this point is zero. * Generally, the divergence of a vector field results in a scalar field (divergence) that is positive in some regions in space, negative other regions, and zero elsewhere. -
MULTIVARIABLE CALCULUS Sample Midterm Problems October 1, 2009 INSTRUCTOR: Anar Akhmedov
MULTIVARIABLE CALCULUS Sample Midterm Problems October 1, 2009 INSTRUCTOR: Anar Akhmedov 1. Let P (1, 0, 3), Q(0, 2, 4) and R(4, 1, 6) be points. − − − (a) Find the equation of the plane through the points P , Q and R. (b) Find the area of the triangle with vertices P , Q and R. Solution: The vector P~ Q P~ R = < 1, 2, 1 > < 3, 1, 9 > = < 17, 6, 5 > is the normal vector of this plane,× so equation− of− the− plane× is 17(x 1)+6(y −0)+5(z + 3) = 0, which simplifies to 17x 6y 5z = 32. − − − − − Area = 1 P~ Q P~ R = 1 < 1, 2, 1 > < 3, 1, 9 > = √350 2 | × | 2 | − − − × | 2 2. Let f(x, y)=(x y)3 +2xy + x2 y. Find the linear approximation L(x, y) near the point (1, 2). − − 2 2 2 2 Solution: fx = 3x 6xy +3y +2y +2x and fy = 3x +6xy 3y +2x 1, so − − − − fx(1, 2) = 9 and fy(1, 2) = 2. Then the linear approximation of f at (1, 2) is given by − L(x, y)= f(1, 2)+ fx(1, 2)(x 1) + fy(1, 2)(y 2)=2+9(x 1)+( 2)(y 2). − − − − − 3. Find the distance between the parallel planes x +2y z = 1 and 3x +6y 3z = 3. − − − Use the following formula to find the distance between the given parallel planes ax0+by0+cz0+d D = | 2 2 2 | . Use a point from the second plane (for example (1, 0, 0)) as (x ,y , z ) √a +b +c 0 0 0 and the coefficents from the first plane a = 1, b = 2, c = 1, and d = 1. -
Math 56A: Introduction to Stochastic Processes and Models
Math 56a: Introduction to Stochastic Processes and Models Kiyoshi Igusa, Mathematics August 31, 2006 A stochastic process is a random process which evolves with time. The basic model is the Markov chain. This is a set of “states” together with transition probabilities from one state to another. For example, in simple epidemic models there are only two states: S = “susceptible” and I = “infected.” The probability of going from S to I increases with the size of I. In the simplest model The S → I probability is proportional to I, the I → S probability is constant and time is discrete (for example, events happen only once per day). In the corresponding deterministic model we would have a first order recursion. In a continuous time Markov chain, transition events can occur at any time with a certain prob- ability density. The corresponding deterministic model is a first order differential equation. This includes the “general stochastic epidemic.” The number of states in a Markov chain is either finite or countably infinite. When the collection of states becomes a continuum, e.g., the price of a stock option, we no longer have a “Markov chain.” We have a more general stochastic process. Under very general conditions we obtain a Wiener process, also known as Brownian motion. The mathematics of hedging implies that stock options should be priced as if they are exactly given by this process. Ito’s formula explains how to calculate (or try to calculate) stochastic integrals which give the long term expected values for a Wiener process. This course will be a theoretical mathematics course. -
Vector Calculus Operators
Vector Calculus Operators July 6, 2015 1 Div, Grad and Curl The divergence of a vector quantity in Cartesian coordinates is defined by: −! @ @ @ r · ≡ x + y + z (1) @x @y @z −! where = ( x; y; z). The divergence of a vector quantity is a scalar quantity. If the divergence is greater than zero, it implies a net flux out of a volume element. If the divergence is less than zero, it implies a net flux into a volume element. If the divergence is exactly equal to zero, then there is no net flux into or out of the volume element, i.e., any field lines that enter the volume element also exit the volume element. The divergence of the electric field and the divergence of the magnetic field are two of Maxwell's equations. The gradient of a scalar quantity in Cartesian coordinates is defined by: @ @ @ r (x; y; z) ≡ ^{ + |^ + k^ (2) @x @y @z where ^{ is the unit vector in the x-direction,| ^ is the unit vector in the y-direction, and k^ is the unit vector in the z-direction. Evaluating the gradient indicates the direction in which the function is changing the most rapidly (i.e., slope). If the gradient of a function is zero, the function is not changing. The curl of a vector function in Cartesian coordinates is given by: 1 −! @ @ @ @ @ @ r × ≡ ( z − y )^{ + ( x − z )^| + ( y − x )k^ (3) @y @z @z @x @x @y where the resulting function is another vector function that indicates the circulation of the original function, with unit vectors pointing orthogonal to the plane of the circulation components. -
Generalized Stokes' Theorem
Chapter 4 Generalized Stokes’ Theorem “It is very difficult for us, placed as we have been from earliest childhood in a condition of training, to say what would have been our feelings had such training never taken place.” Sir George Stokes, 1st Baronet 4.1. Manifolds with Boundary We have seen in the Chapter 3 that Green’s, Stokes’ and Divergence Theorem in Multivariable Calculus can be unified together using the language of differential forms. In this chapter, we will generalize Stokes’ Theorem to higher dimensional and abstract manifolds. These classic theorems and their generalizations concern about an integral over a manifold with an integral over its boundary. In this section, we will first rigorously define the notion of a boundary for abstract manifolds. Heuristically, an interior point of a manifold locally looks like a ball in Euclidean space, whereas a boundary point locally looks like an upper-half space. n 4.1.1. Smooth Functions on Upper-Half Spaces. From now on, we denote R+ := n n f(u1, ... , un) 2 R : un ≥ 0g which is the upper-half space of R . Under the subspace n n n topology, we say a subset V ⊂ R+ is open in R+ if there exists a set Ve ⊂ R open in n n n R such that V = Ve \ R+. It is intuitively clear that if V ⊂ R+ is disjoint from the n n n subspace fun = 0g of R , then V is open in R+ if and only if V is open in R . n n Now consider a set V ⊂ R+ which is open in R+ and that V \ fun = 0g 6= Æ.